I think thats way to complicated for me. I guess I'll have to pass.
I don't think so. Most, if not all, mail clients have a wizzard for that.
Real easy, have a look at it I would say. The help of your email client should give more detailed info on it.
Just a thought, no must ofcourse.
Remeber that every application you install is taking up diskspace and that every application that you have running in the background is using cpu time

If you can install a application like spamhilator and configure it, (and have/take the time to do it) then you also should be able to use the options your current email client offers you. RTFM as people say